Course title
400472003
Econometrics

 YAMAZAWA Hiroshi Click to show questionnaire result at 2018
Course description
　Students learn basic concepts of econometrics, which explain economy and other issues based on theories of economics.
Purpose of class
　Students lean basic methods of econometrics, and get to know how to infer a model, and test and interpret results by using actual data. They acquire skills to explain the causal mechanism of changes in society, industries, and life and interests of individuals through training in the class room.
Goals and objectives
  1. Understand the statistics required for econometrics and use software to find them.
  2. Understand the linear model analysis method required for econometrics and be able to analyze it using software.
  3. Understand advanced model analysis methods (dummy variables, nonlinear models, instrumental variables) and analyze them using software.
  4. Understand the method of time series analysis and can analyze using software.
Language
Japanese
Class schedule

 Class schedule HW assignments (Including preparation and review of the class.) Amount of Time Required
1. What is econometrics? Learn basic concepts of econometrics 100minutes
2. How to deal with economic data Learn various kinds of economic data and how to process them 100minutes
3. Basics of descriptive statistics Learn how to express the characteristic of data 100minutes
4. Cross-section data (1)
The simple regression model 		Learn the methods of simple regression and ordinary least-square (OLS) 110minutes
5. Cross-section data (2)
The multiple regression model (1) Estimation 		Learn how to estimate with multiple regression model 110minutes
6. Cross-section data (3)
The multiple regression model (2) Testing hypothesis 		Learn how to test hypothesis 110minutes
7. Cross-section data (4)
The multiple regression model③ Goodness-of-fit 		Learn how a regression model can be tested 110minutes
8. Cross-section data(5)The multiple regression model ④ Nonlinear relationships How to deal with nonlinear relationships in the multiple regression model 100minutes
9. Cross-section data(6)The multiple regression model ⑤ Qualitative information Learn how to deal with qualitative information in the multiple regression model 100minutes
10. Cross-section data (7)
The multiple regression model ⑥ Further issues 		Lean the limitation of multiple regression model and how to deal with it 100minutes
11. Cross-section data (7)
The multiple regression model ⑦ Wrap-up 		Learn how to report regression results 100minutes
12. Time series data (1)
Regression 		Learn how to operate regression using time series data 110minutes
13. Time series data (2)
Issues in applying OLS 		Learn what should be taken into account in applying OLS to time series data 100minutes
14. Final exam and wrap up Review what have learnt 1300minutes
Total. - - 2650minutes
Relationship between 'Goals and Objectives' and 'Course Outcomes'

 Assignment Final exam Total.
1. 20% 15% 35%
2. 10% 25% 35%
3. 10% 20% 30%
Total. 40% 60% -
Evaluation method and criteria
Assignment during the class (40％), final exam (60％)
Textbooks and reference materials
No textbooks. Hand-out to be uploaded to Share folder prior to each class.

Reference materials:
田中隆一『計量経済学の第一歩　実証分析のススメ』、2015年、有斐閣
Wooldridge (2013) ”Introductory Econometrics”, South-western Cengage Learning
Prerequisites
Knowledge or interests in economics preferable
Office hours and How to contact professors for questions
  • In the classroom after each class
Regionally-oriented
Non-regionally-oriented course
Development of social and professional independence
  • Course that cultivates an ability for utilizing knowledge
Active-learning course
More than one class is interactive
Course by professor with work experience
Work experience Work experience and relevance to the course content if applicable
N/A N/A
Education related SDGs:the Sustainable Development Goals
  • 4.QUALITY EDUCATION
Last modified : Sun Apr 10 04:04:02 JST 2022